+290.4%
ROP vs RNG
+340.1%
-49.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.7% | +4.6% | -3.9% | +0.1% |
| 30D | +28.8% | +0.4% | +28.4% | +28.4% |
| 3M | +21.1% | +11.4% | +9.6% | +18.8% |
| 6M | +52.5% | +95.7% | -43.1% | +37.6% |
| YTD | +8.9% | +162.9% | -154.0% | -6.9% |
| 1Y | +8.2% | +180.3% | -172.0% | -8.3% |
| 3Y | -5.2% | +188.3% | -193.5% | -22.2% |
| 5Y | +1.7% | -72.5% | +74.2% | +8.9% |
| 10Y | +185.4% | +236.7% | -51.3% | +102.9% |
| All | +290.4% | +340.1% | -49.7% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling